Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718519.0943 | 670180.6766 | 48338.4177 | 656400.1843 | 785626.4968 | -129226.3126 |
Total P&L (%) | 718.5191 | 670.1807 | 48.3384 | 656.4002 | 785.6265 | -129.2263 |
Avg Daily Profit (%) | 0.3877 | 0.3616 | 0.0261 | 0.1092 | 0.1177 | 0 |
Buy And Hold Return (%) | 53.866 | 53.866 | 53.866 | 53.866 | 53.866 | 53.866 |
Max Trade Drawdown | -117889 | -107982 | -201233 | -1219921 | -576289 | -1005716 |
Profit Factor | 1.4152 | 1.7779 | 1.0556 | 1.0881 | 1.2182 | 0.9665 |
Total Trades | 441 | 220 | 221 | 441 | 220 | 221 |
Winning Trades | 156 | 69 | 87 | 156 | 69 | 87 |
Losing Trades | 285 | 151 | 134 | 285 | 151 | 134 |
Profitability (%) | 35.3742 | 31.3636 | 39.3665 | 35.3742 | 31.3636 | 39.3665 |
Ratio Avg Win / Avg Loss | 2.5855 | 3.8908 | 1.6259 | 1.9878 | 2.6659 | 1.4886 |
Largest Winning Trade | 231817 | 231817 | 61782 | 541874 | 541874 | 486809 |
Largest Losing Trade | -24329 | -19350 | -24329 | -289065 | -187219 | -289065 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7375 | 3839 | 3536 | 7375 | 3839 | 3536 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303679 | 230997 | -485294 | -172397 | -41075 | -582367 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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